A novel nonparametric time‐dependent precision–recall curve estimator for right‐censored survival data

Abstract

AbstractIn order to assess prognostic risk for individuals in precision health research, risk prediction models are increasingly used, in which statistical models are used to estimate the risk of future outcomes based on clinical and nonclinical characteristics. The predictive accuracy of a risk score must be assessed before it can be used in routine clinical decision making, where the receiver operator characteristic curves, precision–recall curves, and their corresponding area under the curves are commonly used metrics to evaluate the discriminatory ability of a continuous risk score. Among these the precision–recall curves have been shown to be more informative when dealing with unbalanced biomarker distribution between classes, which is common in rare event, even though except one, all existing methods are proposed for classic uncensored data. This paper is therefore to propose a novel nonparametric estimation approach for the time‐dependent precision–recall curve and its associated area under the curve for right‐censored data. A simulation is conducted to show the better finite sample property of the proposed estimator over the existing method and a real‐world data from primary biliary cirrhosis trial is used to demonstrate the practical applicability of the proposed estimator.